Tuesday, December 3, 2013

VIX is doing something interesting right now

Bespoke calls this just a run-of-the-mill overbought pullback.

But here's $VIX:

$VIX is acting in an interesting way, as far as I'm concerned. ~2.5SD up, and rising.

So why are people all of a sudden buying downside protection? Is this due to the supposedly critically important stat reports coming up later this week?

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